Voya Financial, Inc. (VOYA) Options History
Historical options analytics archive for VOYA with monthly max pain, implied volatility, gamma exposure, and put/call data.
158 months of complete options data available.
VOYA monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for VOYA. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-06 | 21 | 32.6% | 49.9% | $85.00 | $3.3M | -$59.1M | 0.47 |
| 2026-05 | 20 | 34.2% | 55.1% | $80.00 | $2.9M | -$32.0M | 1.44 |
| 2026-04 | 21 | 37.2% | 49.0% | $70.00 | $2.3M | -$99.6M | 1.34 |
| 2026-03 | 22 | 36.8% | 25.3% | $67.50 | $169.9K | -$977.6K | 2.54 |
| 2026-02 | 19 | 29.7% | 16.1% | $75.00 | $2.9K | -$56.4K | 26.25 |
| 2026-01 | 20 | 28.0% | 13.4% | $80.00 | -$99.8K | -$770.1K | 4.75 |
This archive aggregates VOYA's daily end-of-day options snapshots into monthly summaries, spanning 2013-05 through 2026-06. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how VOYA option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-06) shows an average ATM implied volatility near 32.6%, a month-end max-pain strike around $85.00, an average put/call ratio of 0.47.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
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2018
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2017
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2016
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2015
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2014
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2013
May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked VOYA history questions
- How much options history is available for VOYA?
- This archive holds 158 months of VOYA options analytics, spanning 2013-05 through 2026-06. Each entry is a monthly rollup of VOYA's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the VOYA archive.
- What data does each monthly VOYA aggregate contain?
- Every monthly row summarizes that month of VOYA option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-06 recorded an average ATM implied volatility near 32.6%, an average IV rank of 49.9%, a month-end max-pain strike around $85.00, an average put/call ratio of 0.47.
- How is the VOYA options-history archive built and how often does it update?
- The archive is derived from VOYA's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how VOYA's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.